+20,276.7%
BKNG vs FXI
+209.6%
+20,067.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.2% |
| 7D | -13.1% | -2.8% | -10.3% | -11.9% |
| 30D | -18.5% | -5.3% | -13.2% | -16.4% |
| 3M | +5.8% | +0.3% | +5.4% | +5.5% |
| 6M | -2.1% | -4.6% | +2.5% | -0.3% |
| YTD | -18.6% | -9.1% | -9.6% | -15.5% |
| 1Y | -21.7% | -12.0% | -9.7% | -17.6% |
| 3Y | +40.9% | +38.6% | +2.2% | +13.8% |
| 5Y | +91.0% | -6.6% | +97.5% | +79.9% |
| 10Y | +213.2% | +15.0% | +198.2% | +161.5% |
| All | +20,276.7% | +209.6% | +20,067.0% | +9,035.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FXI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling